[R-SIG-Finance] Getting Index Members

Sankalp Upadhyay sankalp.upadhyay at gmail.com
Mon Jan 25 18:14:13 CET 2010


Hi,

AFAIK, RBloomberg does not support bulk fields. Index members is a bulk
field.
However, the code below works. The returned data structure is not very
pretty but the data seems correct:

blCon <<- try(blCon <- COMCreate("Bloomberg.Data.1"), silent=TRUE)
bulkData <- blpSubscribe(blCon, "TPELMH Index", "INDX_MEMBERS");
blpDisconnect(blCon)

The code is from
https://stat.ethz.ch/pipermail/r-sig-finance/2005q1/000281.html


Regards


On Mon, 2010-01-25 at 14:29 +0800, Siddharth Agarwal wrote:
> Hi Everyone,
> 
> 
> 
>  I just started using Rbloomberg and am facing a small problem.
> 
>  I went through previous queries but couldnt find a solution.
> 
> 
> 
> While trying to get the list of index members for a given index
> 
> 
> 
> index.memb<-blp(conn,"TPELMH Index","INDX_MEMBERS")
> 
> 
> 
> I get the following error
> 
> 
> 
> Error in blpSubscribe(conn, securities, fields, override_fields, overrides)
> :
> 
>   Call to BLPSubscribe did not return any data!
> 
> 
> 
> Can someone please suggest a way to get the members list ?
> 
> 
> 
> Many Thanks,
> 
> Siddharth
> 
> 	[[alternative HTML version deleted]]
> 
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